A sequential particle filter method for static models

Monte Carlo methods (65C05) Nonparametric statistical resampling methods (62G09) Generalized linear models (logistic models) (62J12) Sequential estimation (62L12)

Cited In (only showing first 100 items - show all)

Testing for persistence in US mutual funds' performance: a Bayesian dynamic panel model
Recursive pathways to marginal likelihood estimation with prior-sensitivity analysis
On particle methods for parameter estimation in state-space models
ParticleMDI: particle Monte Carlo methods for the cluster analysis of multiple datasets with applications to cancer subtype identification
Multilevel Sequential Importance Sampling for Rare Event Estimation
Sequential Monte Carlo for Bayesian sequentially designed experiments for discrete data
An adaptive sequential Monte Carlo method for approximate Bayesian computation
An Invitation to Sequential Monte Carlo Samplers
Reuse, recycle, reweigh: combating influenza through efficient sequential Bayesian computation for massive data
An application of sparse measure valued Bayesian inversion to acoustic sound source identification
Exact inference for a class of hidden Markov models on general state spaces
Central limit theorem for sequential Monte Carlo methods and its application to Bayesian inference
On the stability of sequential Monte Carlo methods in high dimensions
Efficient real-time monitoring of an emerging influenza pandemic: how feasible?
A class of adaptive importance sampling weighted EM algorithms for efficient and robust posterior and predictive simulation
Sequentially interacting Markov chain Monte Carlo methods
On the convergence of adaptive sequential Monte Carlo methods
Particle Filtering for Partially Observed Gaussian State Space Models
Multilevel sequential Monte Carlo for Bayesian inverse problems
Likelihood-free Bayesian estimation of multivariate quantile distributions
Sequentially constrained Monte Carlo
Learning undirected graphical models using persistent sequential Monte Carlo
Controlled sequential Monte Carlo
An enhanced substructure coupling technique for dynamic re-analyses: application to simulation-based problems
Sequential Monte Carlo Samplers
Computational advances for and from Bayesian analysis
Sequential state inference of engineering systems through the particle move-reweighting algorithm
Computation of Gaussian orthant probabilities in high dimension
Dimension-independent likelihood-informed MCMC
A dynamic fusion system for fast nuclear source detection and localization with mobile sensor networks
Long-term stability of sequential Monte Carlo methods under verifiable conditions
Sequential Monte Carlo on large binary sampling spaces
A Survey of Sequential Monte Carlo Methods for Economics and Finance
Design of complex systems in the presence of large uncertainties: a statistical approach
Bayesian statistics with a smile: a resampling-sampling perspective
A tutorial on particle filters
An efficient computational approach for prior sensitivity analysis and cross‐validation
Particle methods: An introduction with applications
Inference and Model Choice for Sequentially Ordered Hidden Markov Models
Static-parameter estimation in piecewise deterministic processes using particle Gibbs samplers
Estimating and Projecting Trends in HIV/AIDS Generalized Epidemics Using Incremental Mixture Importance Sampling
Generalised linear mixed model analysis via sequential Monte Carlo sampling
Efficient learning via simulation: a marginalized resample-move approach
Efficient sampling on the simplex with a self-adjusting logit transform proposal
Bayesian variable selection via particle stochastic search
Dynamic detection of change points in long time series
Estimation of Parameters for Macroparasite Population Evolution Using Approximate Bayesian Computation
Particle filters and Bayesian inference in financial econometrics
Sequential Monte Carlo Methods in Random Intercept Models for Longitudinal Data
A pseudo-marginal sequential Monte Carlo algorithm for random effects models in Bayesian sequential design
Bayesian inference and state number determination for hidden Markov models: an application to the information content of the yield curve about inflation
Adaptive Multiple Importance Sampling
Ensemble Kalman filter based sequential Monte Carlo sampler for sequential Bayesian inference
Sequentially adaptive Bayesian learning algorithms for inference and optimization
Bayesian Conditional Density Filtering
The truncated Stieltjes moment problem solved by using kernel density functions
Particle Markov Chain Monte Carlo Methods
Lookahead strategies for sequential Monte Carlo
Approximating Hidden Gaussian Markov Random Fields
Error Bounds and Normalising Constants for Sequential Monte Carlo Samplers in High Dimensions
Generalized fiducial inference for normal linear mixed models
Bayesian model comparison with un-normalised likelihoods
Interacting sequential Monte Carlo samplers for trans-dimensional simulation
Sequential Monte Carlo Samplers: Error Bounds and Insensitivity to Initial Conditions
Alive SMC²: Bayesian model selection for low‐count time series models with intractable likelihoods
Quantitative approximations of evolving probability measures and sequential Markov chain Monte Carlo methods
An adaptive truncation method for inference in Bayesian nonparametric models
On parallel implementation of sequential Monte Carlo methods: the island particle model
Maximum a posteriori sequence estimation using Monte Carlo particle filters
Parametric estimation of hidden stochastic model by contrast minimization and deconvolution
Sequential Monte Carlo EM for multivariate probit models
Inference for a class of partially observed point process models
Importance sampling schemes for evidence approximation in mixture models
Sequential Monte Carlo methods for mixtures with normalized random measures with independent increments priors
Bayesian Model Comparison with the Hyvärinen Score: Computation and Consistency
Nested particle filters for online parameter estimation in discrete-time state-space Markov models
Bayesian adaptive estimation: the next dimension
Finite-sample complexity of sequential Monte Carlo estimators
Sequential Design of Multi-Fidelity Computer Experiments: Maximizing the Rate of Stepwise Uncertainty Reduction
Regularized zero-variance control variates
Climate regime shift detection with a trans‐dimensional, sequential Monte Carlo, variational Bayes method
Layered adaptive importance sampling
Divide-and-conquer Metropolis-Hastings samplers with matched samples
Bayesian updating and marginal likelihood estimation by cross entropy based importance sampling
Bayesian updating with subset simulation using artificial neural networks
Sequential Bayesian inference for implicit hidden Markov models and current limitations
Approximate Bayesian Computation for a Class of Time Series Models
RMCMC: a system for updating Bayesian models
Vector operations for accelerating expensive Bayesian computations - a tutorial guide
Statistical Implementations of Agent‐Based Demographic Models
Data-cloning \(SMC^2\): a global optimizer for maximum likelihood estimation of latent variable models
Scalable conditional deep inverse Rosenblatt transports using tensor trains and gradient-based dimension reduction
Multi-index sequential Monte Carlo ratio estimators for Bayesian inverse problems
Efficient estimation of hydraulic conductivity heterogeneity with non-redundant measurement information
Transdimensional sequential Monte Carlo using variational Bayes -- SMCVB
Bayesian Probabilistic Numerical Methods in Time-Dependent State Estimation for Industrial Hydrocyclone Equipment
Sequential ensemble transform for Bayesian inverse problems
Structured filtering
Leave Pima Indians alone: binary regression as a benchmark for Bayesian computation
Solving Bayesian inverse problems with expensive likelihoods using constrained Gaussian processes and active learning

   Recommendations

Particle Filtering for Partially Observed Gaussian State Space Models 👍 👎
Independent Particle Filters 👍 👎
On particle methods for parameter estimation in state-space models 👍 👎
Particle filters 👍 👎
A tutorial on particle filters 👍 👎

This page was built for publication: A sequential particle filter method for static models

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4455350)